+56.2%
SAP vs UVXY
-94.7%
+150.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.6% | -0.9% |
| 7D | -0.3% | +2.3% | -2.5% | 0.0% |
| 30D | +0.3% | -15.0% | +15.3% | -1.2% |
| 3M | +16.9% | -39.8% | +56.7% | +11.7% |
| 6M | +6.3% | -60.0% | +66.4% | -1.6% |
| YTD | -12.4% | -48.8% | +36.4% | -15.8% |
| 1Y | -21.6% | -67.3% | +45.7% | -27.2% |
| All | +56.2% | -94.7% | +150.9% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded UVXY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling